+296.4%
ARM vs QID
-74.0%
+370.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.5% |
| 7D | +5.5% | -0.6% | +6.1% | +4.9% |
| 30D | -8.2% | 0.0% | -8.2% | -7.6% |
| 3M | -35.9% | +3.7% | -39.7% | -26.8% |
| 6M | +103.1% | -29.9% | +133.0% | +61.7% |
| YTD | +130.6% | -28.8% | +159.4% | +88.5% |
| 1Y | +86.1% | -37.2% | +123.2% | +37.0% |
| All | +296.4% | -74.0% | +370.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling